+293.7%
CAH vs ALLE
+148.2%
+145.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.5% |
| 7D | +0.5% | +2.8% | -2.3% | -0.5% |
| 30D | +1.7% | -7.6% | +9.4% | +4.6% |
| 3M | +17.9% | +22.8% | -4.9% | +8.9% |
| 6M | +10.9% | +4.6% | +6.3% | +8.3% |
| YTD | +17.9% | -1.2% | +19.1% | +16.9% |
| 1Y | +61.7% | -9.1% | +70.8% | +65.3% |
| 3Y | +183.7% | +50.0% | +133.8% | +129.8% |
| 5Y | +401.3% | +15.2% | +386.1% | +348.3% |
| 10Y | +293.7% | +151.1% | +142.6% | +148.2% |
| All | +293.7% | +148.2% | +145.4% | +148.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALLE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling